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                             41 results found
no title author magazine year volume issue page(s) type
1 Acknowledgement of priority to: “Universal residuals: A multivariate transformation. Statistics & Probability Letters 27, 2007, 1473–1478” Brockwell, A.E.
 2011
 81 12 p. 1822-
1 p.
 article
2 A class of probability distribution functions preserving the packing dimension Li, Jinjun
 2011
 81 12 p. 1782-1791
10 p.
 article
3 A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality Farcomeni, Alessio
 2011
 81 12 p. 1867-1870
4 p.
 article
4 Ageing concepts: An approach based on quantile function Unnikrishnan Nair, N.
 2011
 81 12 p. 2016-2025
10 p.
 article
5 A lack-of-fit test in Tobit errors-in-variables regression models Song, Weixing
 2011
 81 12 p. 1792-1801
10 p.
 article
6 Analytic and numerical analysis of some statistical features of fragmentation processes Ghorbel, M.
 2011
 81 12 p. 1953-1960
8 p.
 article
7 A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth Li, Yi-Ting
 2011
 81 12 p. 2026-2029
4 p.
 article
8 A note on two measures of dependence Bradley, Richard C.
 2011
 81 12 p. 1823-1826
4 p.
 article
9 A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices Chen, Pingyan
 2011
 81 12 p. 1808-1812
5 p.
 article
10 Asymptotic limit properties of the occupation measure for a transient Brownian sheet Lin, Huonan
 2011
 81 12 p. 1978-1985
8 p.
 article
11 Consistency of spike and slab regression Ishwaran, Hemant
 2011
 81 12 p. 1920-1928
9 p.
 article
12 Convergence in distribution of point processes on Polish spaces to a simple limit Peterson, Lisa D.
 2011
 81 12 p. 1859-1861
3 p.
 article
13 Correction in Bayesian nonparametric estimation in a series system or a competing-risk model Polpo, A.
 2011
 81 12 p. 1756-1759
4 p.
 article
14 Deviations of discrete distributions and a question of Móri Berenhaut, Kenneth S.
 2011
 81 12 p. 1940-1944
5 p.
 article
15 Distribution-free monitoring of univariate processes Qiu, Peihua
 2011
 81 12 p. 1833-1840
8 p.
 article
16 Editorial Board 2011
 81 12 p. IFC-
1 p.
 article
17 Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps Cui, Jing
 2011
 81 12 p. 1970-1977
8 p.
 article
18 Generalization of ℓ 1 constraints for high dimensional regression problems Alquier, Pierre
 2011
 81 12 p. 1760-1765
6 p.
 article
19 Hidden Markov partition models Farcomeni, Alessio
 2011
 81 12 p. 1766-1770
5 p.
 article
20 Invariant dependence structures and Archimedean copulas Durante, Fabrizio
 2011
 81 12 p. 1995-2003
9 p.
 article
21 Limiting behavior of the search cost distribution for the move-to-front rule in the stable case Leisen, Fabrizio
 2011
 81 12 p. 1827-1832
6 p.
 article
22 Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model Lu, Dawei
 2011
 81 12 p. 1911-1919
9 p.
 article
23 Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence Wishart, Justin Rory
 2011
 81 12 p. 1871-1875
5 p.
 article
24 Nonparametric estimation of the log odds ratio for sparse data by kernel smoothing Chen, Ziqi
 2011
 81 12 p. 1802-1807
6 p.
 article
25 On a generalized mixture of standard normal and skew normal distributions Satheesh Kumar, C.
 2011
 81 12 p. 1813-1821
9 p.
 article
26 On the fractional counterpart of the higher-order equations D’Ovidio, Mirko
 2011
 81 12 p. 1929-1939
11 p.
 article
27 On the number of groups in clustering Fischer, Aurélie
 2011
 81 12 p. 1771-1781
11 p.
 article
28 Optimality of the threshold dividend strategy for the compound Poisson model Yin, Chuancun
 2011
 81 12 p. 1841-1846
6 p.
 article
29 Parameter estimation for first-order bifurcating autoregressive processes with Weibull innovations Zhang, Chenhua
 2011
 81 12 p. 1961-1969
9 p.
 article
30 Portfolio separation properties of the skew-elliptical distributions, with generalizations Framstad, N.C.
 2011
 81 12 p. 1862-1866
5 p.
 article
31 Representation of Downton’s bivariate exponential random vector and its applications Kim, Bara
 2011
 81 12 p. 1743-1750
8 p.
 article
32 Robust estimation for nonparametric generalized regression Bianco, Ana M.
 2011
 81 12 p. 1986-1994
9 p.
 article
33 Sharp maximal inequality for nonnegative martingales Osȩkowski, Adam
 2011
 81 12 p. 1945-1952
8 p.
 article
34 Simultaneous estimation of negative binomial dispersion parameters Grevstad, Nels
 2011
 81 12 p. 1751-1755
5 p.
 article
35 Some inequalities for absolute moments Ushakov, N.G.
 2011
 81 12 p. 2011-2015
5 p.
 article
36 Spurious regression and lurking variables García-Belmonte, Lizeth
 2011
 81 12 p. 2004-2010
7 p.
 article
37 The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails Bai, Xiaodong
 2011
 81 12 p. 1891-1898
8 p.
 article
38 The strong law of large numbers and the Shannon–McMillan theorem for nonhomogeneous Markov chains indexed by a Cayley tree Dong, Yan
 2011
 81 12 p. 1883-1890
8 p.
 article
39 The tail probability of the product of dependent random variables from max-domains of attraction Yang, Yingying
 2011
 81 12 p. 1876-1882
7 p.
 article
40 Time-changed Poisson processes Kumar, A.
 2011
 81 12 p. 1899-1910
12 p.
 article
41 Weak consistency of the Support Vector Machine Quantile Regression approach when covariates are functions Crambes, Christophe
 2011
 81 12 p. 1847-1858
12 p.
 article
                             41 results found
 
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